We study a class of infinite horizon and exit-time control problems for nonlinear systems with unbounded data using the dynamic programming approach. We prove local optimality principles for viscosity super- and subsolutions of degenerate Hamilton-Jacobi equations in a very general setting. We apply these results to characterize the (possibly multiple) discontinuous solutions of Dirichlet and free boundary value problems as suitable value functions for the above-mentioned control problems.
Viscosity solutions of HJB equations with unbounded data and characteristic points
MOTTA, MONICA
2004
Abstract
We study a class of infinite horizon and exit-time control problems for nonlinear systems with unbounded data using the dynamic programming approach. We prove local optimality principles for viscosity super- and subsolutions of degenerate Hamilton-Jacobi equations in a very general setting. We apply these results to characterize the (possibly multiple) discontinuous solutions of Dirichlet and free boundary value problems as suitable value functions for the above-mentioned control problems.
File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
motta2004.pdf
Accesso riservato
Tipologia:
Published (Publisher's Version of Record)
Licenza:
Accesso privato - non pubblico
Dimensione
308.59 kB
Formato
Adobe PDF
|
308.59 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
